+29.4%
OWL vs HST
+126.4%
-97.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.8% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +10.0% | +14.5% | -4.5% | +2.1% |
| 3M | -8.7% | +15.4% | -24.1% | -15.8% |
| 6M | +3.1% | +22.0% | -18.8% | -8.3% |
| YTD | -25.6% | +54.9% | -80.5% | -42.5% |
| 1Y | -25.5% | +54.0% | -79.5% | -42.3% |
| 3Y | -9.4% | +90.4% | -99.9% | -38.4% |
| 5Y | -18.2% | +84.2% | -102.4% | -44.2% |
| All | +29.4% | +126.4% | -97.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling